Option Pricing Python Packages

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

optopsy

A nimble options research and backtesting library for Python

quantflow

Quantitative finance and derivative pricing

derivatives-pricing

A Python library for options pricing and Greeks computation.

stochvolmodels

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

oipd

Generate probability distributions on the future price of publicly traded securities using options data

quant-kernel

High-performance derivative pricing engine with 40+ algorithms

fftoptionlib

FFT-based Option Pricing Methods in Python

quantsbin

Quantitative Finance tools

tse-option

بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)

optionmc

Monte Carlo simulation for European option pricing with visualization capabilities

jetblack-options

Reference implementations of option pricing formulae in Python

riskneutral

Risk-Neutral Density Estimation Tools

quantrs

Python bindings for a tiny library for quantitative finance (powered by Rust)

vanilla-option-pricing

Stochastic models to price financial options

rustquant

A Rust library for quantitative finance tools.

options-calculator

An intuitive and versatile options library.

tiny-pricing-utils

This repository contains various models and techniques for pricing financial options. The focus is on implementing the Black-Scholes model and some of its extensions (e.g. Heston) , visualizing implied volatility surfaces, and utilizing Monte Carlo simulations for exotic option pricing. PYPI pckg: https://pypi.org/project/tiny-pricing-utils/1.0.3/